GLS or WLS

[vahidestan]

hi
i used OLS for a time series model then i found out the problem is heteroscedasticity so i try to estimate the model with GLS or WLS but i do not know how to do it in EViews.
also which one of the independent variables should be multiplied by the either sides of the equation to make an equation with homoscedasticitic variance?

[startz]

In the equation Estimate tab choose options and use the Weights field.

[vahidestan]

i had done what you have told but i do not know how to fill the fields of "TYPE" and "WEIGHT SERIES" in the window of "equation estimation>option".
"TYPE" includes variance, S.D deviation and their inverses. which one should be used?
what should be written in the box of "WEIGHT SERIES"?

[startz]

There's no automatic answer to this question. What you do depends on your model for the heteroskedasticity.

[vahidestan]

firstly thanks for ur responses
what i asked depends on the relationship between variance and one of the independent variables,
how can i find the relationship
for example if var= Z . X
var= variance
Z= what i need
X= one of the coefficients


then how can i gain variance to calculate Z ?

[startz]

I'm not sure I understand what you need. But if you are saying that the variance of the errors is proportional to an independent variable Z, then choose Type variance and weight series Z.